CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 17-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2021 |
17-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8015 |
0.8027 |
0.0012 |
0.1% |
0.7901 |
| High |
0.8041 |
0.8064 |
0.0024 |
0.3% |
0.8025 |
| Low |
0.8002 |
0.8007 |
0.0006 |
0.1% |
0.7875 |
| Close |
0.8038 |
0.8054 |
0.0016 |
0.2% |
0.8022 |
| Range |
0.0039 |
0.0057 |
0.0018 |
46.2% |
0.0150 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.7% |
0.0000 |
| Volume |
65 |
46 |
-19 |
-29.2% |
505 |
|
| Daily Pivots for day following 17-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8213 |
0.8190 |
0.8085 |
|
| R3 |
0.8156 |
0.8133 |
0.8069 |
|
| R2 |
0.8099 |
0.8099 |
0.8064 |
|
| R1 |
0.8076 |
0.8076 |
0.8059 |
0.8087 |
| PP |
0.8042 |
0.8042 |
0.8042 |
0.8047 |
| S1 |
0.8019 |
0.8019 |
0.8048 |
0.8030 |
| S2 |
0.7985 |
0.7985 |
0.8043 |
|
| S3 |
0.7928 |
0.7962 |
0.8038 |
|
| S4 |
0.7871 |
0.7905 |
0.8022 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8424 |
0.8373 |
0.8105 |
|
| R3 |
0.8274 |
0.8223 |
0.8063 |
|
| R2 |
0.8124 |
0.8124 |
0.8050 |
|
| R1 |
0.8073 |
0.8073 |
0.8036 |
0.8099 |
| PP |
0.7974 |
0.7974 |
0.7974 |
0.7987 |
| S1 |
0.7923 |
0.7923 |
0.8008 |
0.7949 |
| S2 |
0.7824 |
0.7824 |
0.7995 |
|
| S3 |
0.7674 |
0.7773 |
0.7981 |
|
| S4 |
0.7524 |
0.7623 |
0.7940 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8064 |
0.7944 |
0.0120 |
1.5% |
0.0050 |
0.6% |
91% |
True |
False |
70 |
| 10 |
0.8064 |
0.7853 |
0.0211 |
2.6% |
0.0051 |
0.6% |
95% |
True |
False |
85 |
| 20 |
0.8064 |
0.7843 |
0.0221 |
2.7% |
0.0053 |
0.7% |
95% |
True |
False |
69 |
| 40 |
0.8064 |
0.7767 |
0.0298 |
3.7% |
0.0049 |
0.6% |
96% |
True |
False |
52 |
| 60 |
0.8064 |
0.7729 |
0.0335 |
4.2% |
0.0046 |
0.6% |
97% |
True |
False |
42 |
| 80 |
0.8064 |
0.7631 |
0.0434 |
5.4% |
0.0042 |
0.5% |
98% |
True |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8306 |
|
2.618 |
0.8213 |
|
1.618 |
0.8156 |
|
1.000 |
0.8121 |
|
0.618 |
0.8099 |
|
HIGH |
0.8064 |
|
0.618 |
0.8042 |
|
0.500 |
0.8036 |
|
0.382 |
0.8029 |
|
LOW |
0.8007 |
|
0.618 |
0.7972 |
|
1.000 |
0.7950 |
|
1.618 |
0.7915 |
|
2.618 |
0.7858 |
|
4.250 |
0.7765 |
|
|
| Fisher Pivots for day following 17-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8048 |
0.8045 |
| PP |
0.8042 |
0.8037 |
| S1 |
0.8036 |
0.8028 |
|